-2.7%
HUM vs CART
+39.2%
-41.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +7.7% | +1.2% | +6.6% | +7.6% |
| 30D | +5.8% | +17.8% | -12.0% | +4.2% |
| 3M | +14.3% | +20.7% | -6.4% | +12.3% |
| 6M | +50.9% | +49.7% | +1.2% | +45.7% |
| YTD | +74.9% | +30.0% | +44.9% | +68.9% |
| 1Y | +86.9% | +48.4% | +38.5% | +80.0% |
| 3Y | -6.7% | +132.0% | -138.6% | -9.4% |
| All | -2.7% | +39.2% | -41.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling